A Markov process interest and mortality model

zbMATH Open1224.91062MaRDI QIDQ3077333FDOQ3077333

Marina Ravera, Cristina Gosio

Publication date: 22 February 2011

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zbMATH Keywords

mortality model

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Financial applications of other theories (91G80)

Cited In (5)

• A time‐continuous markov chain interest model with applications to insurance
• On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
• Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
• Title not available (Why is that?)
• Select mortality and other durational effects modelled by partially observed Markov Chains

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